+65.2%
IEFA vs EXPE
+149.5%
-84.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -0.5% | -11.5% | +11.1% | +0.8% |
| 30D | -1.1% | -13.1% | +12.0% | +0.3% |
| 3M | +5.1% | +18.1% | -13.1% | +2.7% |
| 6M | +9.3% | +13.3% | -4.0% | +7.1% |
| YTD | +13.0% | -3.2% | +16.2% | +12.4% |
| 1Y | +19.2% | +26.1% | -7.0% | +13.9% |
| All | +65.2% | +149.5% | -84.3% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling